+692.7%
VRSK vs DOC
+99.0%
+593.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -3.9% | -3.4% |
| 7D | +4.2% | +6.5% | -2.2% | +2.5% |
| 30D | +21.3% | +9.2% | +12.1% | +18.6% |
| 3M | +8.1% | -2.5% | +10.6% | +8.8% |
| 6M | +20.3% | +7.1% | +13.3% | +18.2% |
| YTD | -7.8% | +33.0% | -40.8% | -15.3% |
| 1Y | -2.9% | +23.3% | -26.2% | -9.0% |
| 3Y | -9.4% | +44.9% | -54.3% | -20.0% |
| 5Y | -1.3% | -21.6% | +20.4% | +2.4% |
| 10Y | +163.9% | +17.4% | +146.5% | +140.5% |
| All | +692.7% | +99.0% | +593.7% | +533.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling